+432.5%
EWZ vs TROW
+867.8%
-435.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +6.5% | -1.3% | +7.8% | +7.2% |
| 30D | +4.8% | -4.5% | +9.4% | +7.4% |
| 3M | +9.9% | +3.9% | +6.0% | +7.1% |
| 6M | +1.9% | +22.6% | -20.6% | -9.1% |
| YTD | +20.3% | +10.1% | +10.2% | +13.0% |
| 1Y | +35.6% | +3.6% | +32.0% | +31.1% |
| 3Y | +43.4% | +12.4% | +31.0% | +28.8% |
| 5Y | +55.9% | -37.5% | +93.4% | +79.9% |
| 10Y | +84.2% | +130.0% | -45.8% | -0.6% |
| All | +432.5% | +867.8% | -435.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling